+50.7%
CF vs QSR
+17.9%
+32.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.6% |
| 7D | +4.8% | +4.5% | +0.3% | +4.8% |
| 30D | +9.7% | +9.4% | +0.3% | +9.6% |
| 3M | +1.2% | +7.5% | -6.3% | +1.1% |
| 6M | +7.4% | -0.8% | +8.2% | +7.7% |
| YTD | +60.5% | +16.9% | +43.7% | +59.1% |
| 1Y | +50.7% | +16.3% | +34.5% | +49.2% |
| All | +50.7% | +17.9% | +32.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling